Speaker: Dr. Bouchra Nasri
Title: On factor copula-based mixed regression models
Abstract: In this talk, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and the effect of a common latent variable pertaining to a cluster is modelled with a factor copula. We show how to estimate the parameters of the copula and the parameters of the margins, and we find the asymptotic behaviour of the estimation errors. Numerical experiments are performed to assess the precision of the estimators for finite samples. An example of an application is given using COVID-19 vaccination hesitancy from several countries.
Brief introduction: Dr. Nasri is an early career researcher and a faculty member of Biostatistics. Dr. Nasri holds an FRQS Junior 1 award in Artificial Intelligence in Health and Digital Health. Dr. Nasri is a principal investigator on grants funded by CIHR and NSERC. She is a co-lead of the data management theme (2021-2024) of the One health modelling network for emerging infections funded (OMNI) and a member of Mathematics for Public health (MfPh) funded by NSERC and PHAC. Since March 2023, she has been a Chair of PathCheck's Data Informatics Center of Epidemiology (founded at MIT). Dr. Nasri authored and co-authored several papers on time series, dependence modelling, multivariate statistics, compartmental modelling, text mining, and evidence synthesis.
Day & Time: Friday, October 27, 2023 at 3:00pm
Location: Lambton 9-118
Counts toward seminar attendance for MSc and PhD students in Math & Stats.